If you only have a PS3, then play them in this order:
Metal Gear Solid 3: Snake Eater (HD Collection)
Metal Gear Solid: Peace Walker (HD Collection)
Metal Gear Solid (Download from Playstation Network)
Metal Gear Solid 2: Sons of Liberty (HD Collection)
Metal Gear Solid 4: Guns of the Patriots
Thanks for getting back to me, I really appreciate it! If I start with Snake Eater, will I have any trouble understanding the story or anything? I've heard that they're very complicated games so I just want to make sure I get the best experience possible
Also, do I have to be a paying member of PSN to download MSG #1?